+216.0%
C vs KEEL
+53.7%
+162.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | +4.2% | -0.5% | +4.7% | +4.2% |
| 30D | +2.0% | -27.1% | +29.0% | +4.4% |
| 3M | -10.1% | -43.8% | +33.7% | -6.3% |
| 6M | +1.0% | -55.2% | +56.2% | +6.1% |
| YTD | +8.5% | -20.9% | +29.3% | +5.8% |
| 1Y | +25.7% | -28.5% | +54.2% | +23.2% |
| 3Y | +216.0% | +66.1% | +149.9% | +175.2% |
| All | +216.0% | +53.7% | +162.3% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling